Citation profile for Irina Zviadadze

Irina Zviadadze : Citation Profile

HEC Paris (École des Hautes Études Commerciales)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 9
   Journals where Irina Zviadadze has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (1.01 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzv4
   Updated: 2024-11-08    RAS profile: 2023-11-07
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Relations with other researchers

Works with:

Chernov, Mikhail (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Irina Zviadadze.

Is cited by:

Chernov, Mikhail (13)

Liu, Yang (7)

Song, Dongho (6)

Mueller, Philippe (4)

Verdelhan, Adrien (4)

Londono, Juan M. (4)

Baruník, Jozef (3)

Boyarchenko, Nina (3)

Bauer, Michael (3)

Suh, Sangwon (3)

Pflueger, Carolin (2)

Cites to:

Chernov, Mikhail (14)

Zin, Stanley (9)

Hansen, Lars (9)

van Binsbergen, Jules (7)

koijen, ralph (7)

Singleton, Kenneth (6)

Gallmeyer, Michael (6)

Campbell, John (6)

Hollifield, Burton (6)

Giglio, Stefano (5)

Sims, Christopher (5)

Main data

Where Irina Zviadadze has published?

Journals with more than one article published	# docs
The Review of Financial Studies	2

Working Papers Series with more than one paper published	# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers	3
NBER Working Papers / National Bureau of Economic Research, Inc	2

Recent works citing Irina Zviadadze (2024 and 2023)

Year	Title of citing document
2023	On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668. Full description at Econpapers \|\| Download paper
2023	Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers \|\| Download paper
2024	The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers \|\| Download paper
2023	Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers \|\| Download paper
2023	The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652. Full description at Econpapers \|\| Download paper
2024	Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options. (2024). Tsuruta, Masaru. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:85-:d:1341039. Full description at Econpapers \|\| Download paper
2023	Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers \|\| Download paper
2023	The Variance Risk Premium in Equilibrium Models. (2023). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014.*. Full description at Econpapers \|\| Download paper

Works by Irina Zviadadze:

Year	Title	Type	Cited
2017	Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns In: Journal of Finance. [Full Text][Citation analysis]	article	27
2014	Term-structure of consumption risk premia in the cross-section of currency returns.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27	paper
2018	Term Structure of Risk in Expected Returns In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	5
2021	Term Structure of Risk in Expected Returns.(2021) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2012	Sources of Risk in Currency Returns In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	7
2013	Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers. [Full Text][Citation analysis]	paper	4
2021	Monetary Policy Risk: Rules vs. Discretion.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	paper
2018	Crash Risk in Currency Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis]	article	52
2012	Crash Risk in Currency Returns.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52	paper
2013	Identifying Taylor Rules in Macro-Finance Models In: NBER Working Papers. [Full Text][Citation analysis]	paper	3
2022	Monetary Policy Risk: Rules versus Discretion In: The Review of Financial Studies. [Full Text][Citation analysis]	article	0
2017	Term Structure of Risk on Macrofinance Models In: 2017 Meeting Papers. [Full Text][Citation analysis]	paper	0